JP 06 023580 A discloses a mechanical nozzle changing device that is mounted on a laser processing machine at the upper side of a horizontal workpiece table. A nozzle magazine, in the form of a turret magazine, of the nozzle changing device includes a magazine turret that can be rotated about a vertical turret rotation axis. A plurality of nozzle holders spaced from one another in the direction of rotation about the turret rotation axis are supported on the magazine turret. The nozzle holders each serve to hold a laser nozzle of the type used on the laser processing head.